Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48305.65 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46105.45 Kr¶

PnL: ---------------------------------------> -2116.8 Kr¶

DD now: ---------------------------------> -7.234 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:15:33.945922'

Anic Portfolio¶

Today¶

Return: -0.342 %¶

This Week¶

Return: -0.342 %¶

Total¶

Return: 58.14 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.040000 839.250000 141.250000 20.240000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Nordisk Bergteknik B 130 -2.420000 4199.000000 35.000000 0.840000 4163.999970
Tobii Dynavox 109 -1.310000 2753.890000 31.890000 1.170000 2721.999993
Stillfront Group 38 -2.570000 707.180000 21.180000 3.090000 686.000016
Tietoevry 2 -1.810000 649.600000 11.600000 1.820000 638.000000
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Vitec Software Group B 1 -1.770000 494.600000 9.600000 1.980000 485.000000
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
SKF B 3 -3.880000 590.850000 -5.150000 -0.860000 596.000001
Mycronic 3 -3.320000 645.600000 -6.400000 -0.980000 651.999999
G5 Entertainment 3 -1.620000 565.500000 -6.500000 -1.140000 572.000001
Addnode Group B 6 -2.270000 697.800000 -11.200000 -1.580000 709.000002
ASSA ABLOY B 2 -1.650000 502.200000 -11.800000 -2.300000 514.000000
Embracer Group B 14 -5.570000 670.810000 -18.190000 -2.640000 689.000004
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.320000 611.800000 -21.200000 -3.350000 632.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
Husqvarna B 7 -3.230000 612.780000 -27.220000 -4.250000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.520000 927.600000 -34.400000 -3.580000 961.999998
Avanza Bank Holding 2 -7.580000 473.400000 -37.600000 -7.360000 511.000000
Swedbank A 3 -3.340000 577.200000 -40.800000 -6.600000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
Lagercrantz Group B 5 -2.760000 563.000000 -44.000000 -7.250000 607.000000
Norva24 Group 12 -3.780000 354.000000 -53.250000 -13.080000 407.250000
Collector Bank 29 -7.390000 1177.400000 -56.600000 -4.590000 1233.999996
Mips 1 -3.000000 469.100000 -59.900000 -11.320000 529.000000
Dustin Group 18 -5.000000 608.400000 -61.600000 -9.190000 669.999996
Nordea Bank Abp 30 -4.140000 3696.000000 -67.000000 -1.780000 3762.999990
Fastighetsbolaget Emilshus B 23 14.880000 620.660000 -74.340000 -10.700000 694.999993
AFRY 3 -3.030000 518.100000 -76.900000 -12.920000 594.999999
Viaplay Group B 4 -6.220000 940.400000 -96.600000 -9.320000 1037.000000
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
RVRC Holding 17 -4.910000 540.260000 -142.740000 -20.900000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.840000 3523.200000 -614.800000 -14.860000 4138.000000
TOTAL 46105.450000 -2116.800000 -7.23389% 48222.250041

Updated:¶

'2023-03-13 13:15:48.091263'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶